+706.7%
ETN vs GFI
+1,066.8%
-360.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.2% | +4.0% |
| 7D | +3.5% | -4.9% | +8.4% | +3.8% |
| 30D | -7.5% | +10.7% | -18.2% | -7.9% |
| 3M | +8.3% | +25.6% | -17.3% | +7.1% |
| 6M | +20.2% | -8.3% | +28.4% | +20.1% |
| YTD | +34.7% | +6.3% | +28.4% | +34.0% |
| 1Y | +19.4% | +22.1% | -2.6% | +18.4% |
| 3Y | +85.5% | +289.2% | -203.7% | +78.7% |
| 5Y | +186.6% | +531.7% | -345.1% | +171.5% |
| All | +706.7% | +1,066.8% | -360.2% | +746.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling